On Optimal Harvesting Problems in Random Environments

DOI10.1137/100797333zbMath1217.93185arXiv1004.4250OpenAlexW2084891256MaRDI QIDQ3021277

Richard H. Stockbridge, Qingshuo Song, Chao Zhu

Publication date: 22 July 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4250

zbMATH Keywords

viscosity solutionverification theoremsingular stochastic controlquasi-variational inequalityregime-switching diffusion

Mathematics Subject Classification ID

Variational inequalities (49J40) Population dynamics (general) (92D25) Optimal stochastic control (93E20) Diffusion processes (60J60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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